-14.9%
AMT vs ACI
+25.9%
-40.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +4.6% | +5.9% | -1.3% | +3.8% |
| 3M | -8.4% | -19.8% | +11.3% | -6.2% |
| 6M | -6.0% | -24.7% | +18.7% | -3.0% |
| YTD | +2.1% | -24.4% | +26.5% | +5.3% |
| 1Y | -6.4% | -31.5% | +25.1% | -2.4% |
| 3Y | +8.1% | -38.7% | +46.7% | +13.8% |
| 5Y | -31.9% | -42.8% | +10.9% | -28.7% |
| All | -14.9% | +25.9% | -40.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ACI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling